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Date/Time: Fri, 19 Apr 2024 14:20:12 +0000



Post From: Denali Data vs Delayed Data from Trading Evaluator

[2021-11-19 03:05:20]
User987654 - Posts: 65
Hi,

I noticed that when running live Denali Data on one system with Interactive Brokers and delayed data from the Trading Evaluator on another system, the historical .scid files are of (slightly) different sizes. The reason I looked at this is because the signals being generated by each system is slightly different even though both systems are running the exact same studies and settings. I know one is delayed data but even adjusting for that, I am getting slightly different results.

The specific contract I compared was HG (ie. HGH21 (Trading Evaluator) - 143,059KB vs HG-202103-NYMEX (IB) - 143,924KB). The Denali Data files are always slightly larger than the delayed data from the Trading Evaluator.

I am not concerned if the delayed data is not suppose to match the live Denali Data, I just want to make sure that I am not doing something wrong on my end that is causing the discrepancy.

Thanks